Help pointing domain to WordPress blog

We are setting up a new blog at http://mccmms.wordpress.com. We have to point to an IP address for a subdomain of blog.maintenanceconnection.com via ZoneEdit. The WordPress blog resolves to 74.200.243.253, so we used that. When you access this subdomain now, you end up at the WordPress home page. However, when we try and add this new subdomain via the WordPress tool, we end up with the following message:

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How to fix it
You must make some changes to your domain before we can continue. (Sorry about the technical jargon!) The preferred method is to use the tools provided by your registrar to add a CNAME record. It should look like this:

blog 14400 IN CNAME mccmms.wordpress.com.Each registrar has its own method of adding CNAME records. The important parts of this record are your subdomain ("blog") and your original blog domain ("mccmms.wordpress.com").

(If you have already done this it may take several hours for the changes to be recognized here. Please try again in a little while.)
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Umn, follow the specific instructions? Seriously, this is something you need to contact support about. The forums are mainly populated by volunteers and we don't have access to the backend stuff. I used the CNAME method for my subdomain, as explained in the Domain Mapping FAQ.